Options Snapshots
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
OptionsSnapshots | OptionsSnapshotsQueryParams | OptionsSnapshotsData |
Import Statement
from openbb_core.provider.standard_models.options_snapshots import (
OptionsSnapshotsData,
OptionsSnapshotsQueryParams,
)
Parameters
- standard
- intrinio
Name | Type | Description | Default | Optional |
---|---|---|---|---|
; |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
date | Union[Union[date, datetime, str], str] | The date of the data. Can be a datetime or an ISO datetime string. Data appears to go back to around 2022-06-01 Example: '2024-03-08T12:15:00+0400' | None | True |
only_traded | bool | Only include options that have been traded during the session, default is True. Setting to false will dramatically increase the size of the response - use with caution. | True | True |
Data
- standard
- intrinio
Name | Type | Description |
---|---|---|
underlying_symbol | List[str] | Ticker symbol of the underlying asset. |
contract_symbol | List[str] | Symbol of the options contract. |
expiration | List[date] | Expiration date of the options contract. |
dte | List[int] | Number of days to expiration of the options contract. |
strike | List[float] | Strike price of the options contract. |
option_type | List[str] | The type of option. |
volume | List[int] | The trading volume. |
open_interest | List[int] | Open interest at the time. |
last_price | List[float] | Last trade price at the time. |
last_size | List[int] | Lot size of the last trade. |
last_timestamp | List[datetime] | Timestamp of the last price. |
open | List[float] | The open price. |
high | List[float] | The high price. |
low | List[float] | The low price. |
close | List[float] | The close price. |
Name | Type | Description |
---|---|---|
underlying_symbol | List[str] | Ticker symbol of the underlying asset. |
contract_symbol | List[str] | Symbol of the options contract. |
expiration | List[date] | Expiration date of the options contract. |
dte | List[int] | Number of days to expiration of the options contract. |
strike | List[float] | Strike price of the options contract. |
option_type | List[str] | The type of option. |
volume | List[int] | The trading volume. |
open_interest | List[int] | Open interest at the time. |
last_price | List[float] | Last trade price at the time. |
last_size | List[int] | Lot size of the last trade. |
last_timestamp | List[datetime] | Timestamp of the last price. |
open | List[float] | The open price. |
high | List[float] | The high price. |
low | List[float] | The low price. |
close | List[float] | The close price. |
bid | List[float] | The last bid price at the time. |
bid_size | List[int] | The size of the last bid price. |
bid_timestamp | List[datetime] | The timestamp of the last bid price. |
ask | List[float] | The last ask price at the time. |
ask_size | List[int] | The size of the last ask price. |
ask_timestamp | List[datetime] | The timestamp of the last ask price. |
total_bid_volume | List[int] | Total volume of bids. |
bid_high | List[float] | The highest bid price. |
bid_low | List[float] | The lowest bid price. |
total_ask_volume | List[int] | Total volume of asks. |
ask_high | List[float] | The highest ask price. |
ask_low | List[float] | The lowest ask price. |